PREVIEW / futures_30min / 2017-09-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-27.parquet
  size:    84 KB
  rows:    3,098

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-09-27 00:00:00	ES	Futures	2732.58	2732.58	2730.94	2731.48	3084.0
2017-09-27 00:30:00	ES	Futures	2731.48	2732.03	2731.48	2732.03	2196.0
2017-09-27 01:00:00	ES	Futures	2732.03	2732.3	2731.48	2732.3	1678.0
2017-09-27 01:30:00	ES	Futures	2732.3	2733.12	2732.03	2732.58	3222.0
2017-09-27 02:00:00	ES	Futures	2732.85	2734.22	2732.58	2733.67	8271.0
2017-09-27 02:30:00	ES	Futures	2733.4	2734.49	2733.12	2734.22	4591.0
2017-09-27 03:00:00	ES	Futures	2734.22	2735.59	2733.67	2735.04	16348.0
2017-09-27 03:30:00	ES	Futures	2735.04	2736.95	2734.22	2735.59	14386.0
2017-09-27 04:00:00	ES	Futures	2735.31	2735.59	2734.77	2734.77	8230.0
2017-09-27 04:30:00	ES	Futures	2734.77	2734.77	2733.12	2733.12	9087.0
2017-09-27 05:00:00	ES	Futures	2733.12	2734.77	2733.12	2734.49	7338.0
2017-09-27 05:30:00	ES	Futures	2734.49	2734.49	2732.03	2732.58	6525.0
2017-09-27 06:00:00	ES	Futures	2732.58	2733.94	2732.3	2733.4	7413.0
2017-09-27 06:30:00	ES	Futures	2733.4	2734.77	2732.85	2734.22	6568.0
2017-09-27 07:00:00	ES	Futures	2734.22	2735.86	2733.67	2735.86	7743.0
2017-09-27 07:30:00	ES	Futures	2735.59	2736.13	2735.31	2736.13	6557.0
2017-09-27 08:00:00	ES	Futures	2735.86	2736.68	2735.59	2735.86	7968.0
2017-09-27 08:30:00	ES	Futures	2735.86	2736.95	2735.04	2736.41	13171.0
2017-09-27 09:00:00	ES	Futures	2736.41	2739.69	2736.13	2739.42	34935.0
2017-09-27 09:30:00	ES	Futures	2739.42	2741.06	2737.23	2737.77	125784.0
2017-09-27 10:00:00	ES	Futures	2737.5	2738.87	2735.04	2735.31	84979.0
2017-09-27 10:30:00	ES	Futures	2735.31	2735.86	2727.93	2730.66	200722.0
2017-09-27 11:00:00	ES	Futures	2730.39	2733.94	2729.84	2733.12	103958.0
2017-09-27 11:30:00	ES	Futures	2733.12	2733.67	2731.48	2732.58	59542.0
2017-09-27 12:00:00	ES	Futures	2732.58	2732.85	2730.94	2732.03	55965.0
2017-09-27 12:30:00	ES	Futures	2732.03	2734.77	2730.94	2734.77	60419.0
2017-09-27 13:00:00	ES	Futures	2734.49	2735.59	2734.22	2735.04	37979.0
2017-09-27 13:30:00	ES	Futures	2735.04	2738.05	2734.22	2737.77	42853.0
2017-09-27 14:00:00	ES	Futures	2737.5	2744.34	2737.5	2742.15	136263.0
2017-09-27 14:30:00	ES	Futures	2742.15	2743.52	2741.33	2743.25	57960.0
2017-09-27 15:00:00	ES	Futures	2742.97	2745.71	2742.97	2744.89	93517.0
2017-09-27 15:30:00	ES	Futures	2744.89	2745.71	2739.96	2740.51	216696.0
2017-09-27 16:00:00	ES	Futures	2740.51	2741.06	2739.42	2739.96	80306.0
2017-09-27 16:30:00	ES	Futures	2739.96	2741.06	2739.42	2739.69	9235.0
2017-09-27 18:00:00	ES	Futures	2739.14	2739.42	2737.23	2738.32	5376.0
2017-09-27 18:30:00	ES	Futures	2738.32	2738.87	2738.05	2738.32	1123.0
2017-09-27 19:00:00	ES	Futures	2738.32	2739.14	2738.05	2738.87	1207.0
2017-09-27 19:30:00	ES	Futures	2738.87	2739.14	2738.6	2738.87	815.0
2017-09-27 20:00:00	ES	Futures	2738.87	2739.14	2738.05	2738.6	3293.0
2017-09-27 20:30:00	ES	Futures	2738.87	2739.42	2737.77	2738.87	2345.0
2017-09-27 21:00:00	ES	Futures	2738.87	2739.42	2738.6	2738.87	2650.0
2017-09-27 21:30:00	ES	Futures	2739.14	2739.42	2738.05	2738.6	4739.0
2017-09-27 22:00:00	ES	Futures	2738.6	2739.14	2738.05	2738.6	2076.0
2017-09-27 22:30:00	ES	Futures	2738.87	2739.69	2738.6	2739.42	957.0
2017-09-27 23:00:00	ES	Futures	2739.69	2740.51	2739.14	2739.69	2367.0
2017-09-27 23:30:00	ES	Futures	2739.69	2740.51	2739.42	2740.24	1972.0
2017-09-27 00:00:00	NQ	Futures	7017.84	7017.84	7012.78	7014.27	497.0
2017-09-27 00:30:00	NQ	Futures	7014.57	7017.84	7013.38	7016.65	937.0
2017-09-27 01:00:00	NQ	Futures	7016.65	7017.84	7014.57	7017.54	397.0
2017-09-27 01:30:00	NQ	Futures	7016.95	7021.11	7015.16	7019.03	830.0

> showing 50 of 3,098 rows — these rows as CSV

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